-3.4%
ES vs AEE
+40.8%
-44.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.3% | +0.3% | 0.0% | 0.0% |
| 30D | -2.0% | -2.3% | +0.3% | +0.1% |
| 3M | +1.7% | +0.2% | +1.5% | +1.2% |
| 6M | -3.5% | -4.7% | +1.2% | +0.4% |
| YTD | +7.9% | +8.1% | -0.2% | +0.4% |
| 1Y | +17.2% | +8.5% | +8.6% | +8.7% |
| 3Y | +29.3% | +48.9% | -19.6% | -10.5% |
| All | -3.4% | +40.8% | -44.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling